For all your dictionary needs!
Tip. You can look up words, expressions, names, titles...
Header of American option

American option

Definition of the noun American Option

What does American Option mean as a name of something?

noun

  1. [finance] an option that can be exercised at any date between the issue date and the expiry date.

Printed dictionaries and other books with definitions for American option

Click on a title to look inside that book (if available):

Google previewAsset Pricing Theory (2009)

by Costis Skiadas

An American option is a special type of option, which we formally define as follows. Let T denote the set of all stopping times, that is, the set of all mappings of the form τ : → {0, 1,...,T} ∪ {∞} such that {τ ≤ t} ∈ Ft for every time t. For any τ ∈ T, ...

Google previewMathematical Finance: Theory Review and Exercises (2014)

From Binomial Model to Risk Measures by Emanuela Rosazza Gianin, Carlo Sgarra

An American Option is a contract giving the buyer the right to buy (Call) or sell ( Put) a financial underlying asset for a strike price K at every instant between the agreement date and the maturity. The main difference between American and ...

Google previewStochastic Calculus for Finance I (2012)

The Binomial Asset Pricing Model by Steven Shreve

In contrast to the case for a European option, whose discounted price process is a martingale under the risk-neutral measure, the discounted price process of an American option is a supermartingale under this measure. The holder of this ...

Google previewThe Concepts and Practice of Mathematical Finance (2003)

by Mark Suresh Joshi

American option An American option is an option that can be exercised at any time before expiry. See also European option and Bermudan option. Amortising notional An instrument has an amortising notional if the notional decreases during ...

Google previewDictionary of Financial Risk Management (1999)

by Gary L. Gastineau, Mark P. Kritzman

American Option: A put or call that can be exercised at any time prior to expiration. Most listed stock options, including those on European exchanges, are American-style options.

Google previewDictionary of Financial Engineering (2001)

by John F. Marshall

American option An option that can be exercised at any time up to the time of its actual expiration. That is to say, American-type options are continuously exercisable by the option holder. This is in contrast to European-type options, which can ...

Google previewThe Entrepreneur's Dictionary of Business and Financial Terms (2013)

by Khwaja Masoom

American Option: An option that may be exercised at any time up to and ...

Google previewDictionary of International Trade Finance Terms (2001)

by Mike Hammett

American option A currency option that can be exercised at any time prior to ...

Google previewA Dictionary of Finance and Banking (2014)

by Oxford University Press

American option See option. American Stock Exchange (AMEX) A former stock exchange in New York, on which second-tier securities were traded. Listing requirements on AMEX were less stringent than on the *New York Stock Exchange.

Google previewEncyclopedia of Optimization (2008)

by Christodoulos A. Floudas, Panos M. Pardalos

Exercise boundaries and efficient approximations to American option prices and hedge parameters.J Comput Finance 4:85-103 3.

Google previewDictionary of International Investment and Finance Terms (2001)

by John Owen Edward Clark

American option An option whose buyer can exercise the right to take it up at any time before the expiry date. American Stock Exchange (AMEX) The New York stock exchange that deals in stocks and bonds of smaller companies. It is also ...

Google previewDictionary of Commerce and Management (2004)

by K.C.S. Ranganayakulu

American option. An option that can be exercised at any time prior to the contracts expiration date. AMERICAN STOCK EXCHANGE. At 86 Trinity Place, New York, the second largest stock exchange in America. Till 1921 it was known as the ...

Google previewHistorical Dictionary of European Organizations (1994)

by Derek W. Urwin

The zero option was the initial American option: NATO deployment would not take place if the USSR removed its intermediate missiles from the European theater. It was an option that was never seriously considered by the USSR. Nor was it ...

Google previewA Dictionary of Economics (2012)

by John Black, Nigar Hashimzade, Gareth Myles

A European option can only be exercised on the agreed date whereas an American option can be exercised at any time until the agreed date. A 'put' option gives the holder the right to sell at a pro-agreed price. This can be used to reduce risk ...

Online dictionaries and encyclopedias with entries for American option

Click on a label to prioritize search results according to that topic:

Video about American option

American option Meaning

Video shows what American option means. an option that can be exercised at any date between the issue date and the expiry date.. American option Meaning.

Share this page

Next...

Go to the usage examples of American option to see it in context!


Privacy Policy | Cookies Policy
Keyword Tool | Romanian-English Dictionary